+43.6%
EWZ vs RCAT
-99.8%
+143.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.6% | -18.0% | +0.6% |
| 7D | -1.5% | -12.7% | +11.3% | -1.4% |
| 30D | -24.5% | -34.3% | +9.8% | -24.4% |
| 3M | -10.7% | -53.4% | +42.7% | -10.4% |
| 6M | -19.1% | -62.0% | +42.9% | -18.8% |
| YTD | +1.6% | -49.1% | +50.7% | +1.8% |
| 1Y | +4.3% | -53.1% | +57.4% | +4.5% |
| 3Y | +19.0% | +318.7% | -299.7% | +18.0% |
| 5Y | +57.7% | +48.5% | +9.1% | +56.6% |
| All | +43.6% | -99.8% | +143.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling